+123.4%
GOOGL vs ECL
+78.6%
+44.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | -18.1% | +8.8% | -26.9% | -19.6% |
| 3M | -18.6% | +7.8% | -26.5% | -20.0% |
| 6M | -28.0% | +21.3% | -49.3% | -31.3% |
| YTD | -7.8% | +17.8% | -25.5% | -11.5% |
| 1Y | +3.6% | +21.1% | -17.5% | -1.3% |
| 3Y | +123.4% | +80.1% | +43.3% | +87.5% |
| All | +123.4% | +78.6% | +44.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling